An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection
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Publication:4707009
DOI10.1081/SAC-120017494zbMath1075.62625OpenAlexW2119556746WikidataQ59843935 ScholiaQ59843935MaRDI QIDQ4707009
Anatoly A. Zhigljavsky, Valentina G. Moskvina
Publication date: 4 June 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sac-120017494
Inference from stochastic processes and spectral analysis (62M15) Sequential statistical analysis (62L10)
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